On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss

Related Items (3)

Estimating the error variance after a pre-test for an interval restriction on the coefficients ⋮ On the sensitivity of pre-test estimators to covariance misspecification ⋮ Testing inequality constraints in a linear regression model with spherically symmetric disturbances

Cites Work

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Admissibility of some preliminary test estimators for the mean of normal distribution
Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
Local asymptotic minimax risk bounds for asymmetric loss functions
Admissible estimation for finite population under the Linex loss function
The exact density and distribution functions of the inequality constrained and pre-test estimators
On the admissibility of an estimator of a normal mean vector under a LINEX loss function
Generalized ridge regression estimators under the LINEX loss function
Estimating the error variance after a pre-test for an inequality restriction on the coefficients
On the minimaxity of pitman type estimator under a linex loss function
Estimation of the variance in a normal population after the one-sided pre-test for the mean
Bayesian Estimation and Prediction Using Asymmetric Loss Functions
Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss
THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
THE OPTIMAL CRITICAL VALUE OF A PRE‐TEST FOR AN INEQUALITY RESTRICTION IN A MIS‐SPECIFIED REGRESSION MODEL
A note on almost unbiased generalized ridge regression estimator under asymmetric loss

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